On Prediction of Moving-Average Processes
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Publication:3880136
DOI10.1002/j.1538-7305.1980.tb03012.xzbMath0438.62073OpenAlexW2030258150MaRDI QIDQ3880136
Lawrence A. Shepp, David Slepian, Aaron D. Wyner
Publication date: 1980
Published in: Bell System Technical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/j.1538-7305.1980.tb03012.x
predictionentropyspectrumlinear estimatorbest estimatorsdiscrete-time stationary moving-average processsmallest mean-squared error
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
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